Save the driver to your desktop, and double click on the icon to install it.
If you have installed the driver and you receive the same message, your computer may be auto searching for the wrong driver.
You can redirect this installation by getting to your Device Manager and updating the driver, selecting "I will search for driver". The Driver should be titled with OBDBook.
It is recommended that you don't plug in the device until you have installed the driver and software, especially for VISTA and 7 users. Your computer should notify you that your device is "ready to use" before you can update via software.
Software will install in All Programs. You can drag the icon to your desktop for easier access.